Title
Gerschgorin's theorem for generalized eigenvalue problems in the Euclidean metric
Abstract
We present Gerschgorin-type eigenvalue inclusion sets applicable to generalized eigenvalue problems. Our sets are defined by circles in the complex plane in the standard Euclidean metric, and are easier to compute than known similar results. As one application we use our results to provide a forward error analysis for a computed eigenvalue of a diagonalizable pencil.
Year
DOI
Venue
2011
10.1090/S0025-5718-2011-02482-8
MATHEMATICS OF COMPUTATION
Keywords
Field
DocType
Gerschgorin's theorem,generalized eigenvalue problem,Euclidean metric,forward error analysis
Mathematical optimization,Diagonalizable matrix,Mathematical analysis,Eigenvalue algorithm,Euclidean distance,Complex plane,Eigendecomposition of a matrix,Divide-and-conquer eigenvalue algorithm,Eigenvalues and eigenvectors,Mathematics,Inverse iteration
Journal
Volume
Issue
ISSN
80
276
0025-5718
Citations 
PageRank 
References 
0
0.34
3
Authors
1
Name
Order
Citations
PageRank
Yuji Nakatsukasa19717.74